+125.6%
CVX vs CLS
+1,843.5%
-1,717.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.9% | -8.7% | -1.2% |
| 7D | -7.5% | -10.6% | +3.1% | -7.1% |
| 30D | -0.6% | -38.4% | +37.9% | +1.2% |
| 3M | +14.0% | -29.9% | +43.8% | +15.1% |
| 6M | +18.1% | -40.6% | +58.8% | +19.7% |
| YTD | +42.2% | -24.6% | +66.7% | +40.5% |
| 1Y | +41.3% | -30.8% | +72.1% | +40.0% |
| 3Y | +68.3% | +811.7% | -743.4% | +12.7% |
| All | +125.6% | +1,843.5% | -1,717.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling